-86.1%
SPXU vs SFM
+212.1%
-298.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +1.5% |
| 7D | +6.4% | -8.8% | +15.1% | +3.6% |
| 30D | +5.9% | -14.5% | +20.4% | +1.3% |
| 3M | -11.7% | -16.8% | +5.2% | -16.0% |
| 6M | -28.7% | -5.3% | -23.3% | -29.0% |
| YTD | -26.4% | -9.4% | -17.0% | -27.7% |
| 1Y | -35.2% | -46.2% | +10.9% | -47.5% |
| 3Y | -79.8% | +81.3% | -161.1% | -71.7% |
| 5Y | -86.1% | +211.9% | -297.9% | -76.1% |
| All | -86.1% | +212.1% | -298.2% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling